pith. sign in

arxiv: 1310.1578 · v1 · pith:FZDJR53Snew · submitted 2013-10-06 · 🧮 math.PR

Integrability of solutions to mixed stochastic differential equations

classification 🧮 math.PR
keywords conditionsdifferentialequationsintegrabilitymixedmomentssolutionstochastic
0
0 comments X
read the original abstract

We prove that the standard conditions that provide unique solvability of a mixed stochastic differential equations also guarantee that its solution possesses finite moments. We also present conditions supplying existence of exponential moments. For a special equation whose coefficients do not satisfy the linear growth condition, we find conditions for integrability of its solution.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.